+72.2%
BKR vs TXT
+4.6%
+67.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.3% |
| 7D | -6.7% | -0.2% | -6.4% | -6.6% |
| 30D | -8.3% | -10.2% | +1.9% | -4.2% |
| 3M | -5.4% | -13.3% | +7.9% | 0.0% |
| 6M | +0.8% | -14.4% | +15.2% | +6.7% |
| YTD | +31.8% | -9.1% | +41.0% | +34.8% |
| 1Y | +28.6% | -2.2% | +30.7% | +26.2% |
| All | +72.2% | +4.6% | +67.6% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling